Corporate Finance

After a number of requests for an offline, easier to use, read and work with electronic version of our courses, Learning Corporate Finance announces the soft launch of its online course inventory store.  For soft launch, our most popular Value at Risk (VaR) and Interest Rate Derivatives courses have been converted into PDF files with supporting Excel calculation examples. Pricing is reasonably flexible. Save a few dollars by picking our secured, non-printable, student pdf editions. Pay a few dollars more for the privilege of printing and sharing.  Taking a peek at our excel files will also set you back by (you guessed it) yet more dollars.  And if you dislike our capitalist initiatives to earn a few cents on the side and would like to have every thing for free, the html editions of the courses are available here Value at Risk (VaR) and here (Interest Rate Derivatives course for free. The MS Excel files work through the same examples included in the free online courses. The Corporate Finance and Ratio Analysis courses include a full solved case. The Corporate Finance case is based Electronic Arts (EA), while the Ratio Analysis case works with Office Depot (ODP) and Staples (STPLS). The Value at Risk (VaR) course includes a case on Risk management within the Petrochemical industry. The Interest Rate Swap, Interest Rate Option course includes solved examples for pricing IRS, CCS, Interest Rate Caps, Interest Rate Floors and Range Accrual Notes. The ALM course includes worked example for calculating Interest Rate Gaps, Market Value of Equity, Cost to Close and Earning at Risk report templates. For less than the price of a Starbuck Frap, Mocha or Expresso, here is the opportunity to take our PDF and Excel samples, examples and calculations home with you. Please note in the interest of full disclosure these are academic, illustrative learning tools, not full blown nuclear powered pricing models. Please do your own due diligence and read our waivers and disclosures before you make life and death decisions based on the opinions of random strangers.

Asset Liability Management

Capital Adequacy Assessment (ICAAP)

Corporate Finance

Credit Process & Analysis

Derivatives

Value at Risk

Computational Finance – EXCEL Examples

Course Details

Price

• Non Print version – $15.79
• Print version – $17.79
• EXCEL Example- $17.79

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Course Contents

Peer Group Analysis For the Banking Industry – MCB
1.           Executive Summary
2.           Peer Group and Banking Sector Analysis

Excel Annexure – Peer Group and Banking Sector Analysis
1.           Balance Sheet
2.           Income Statement
3.           Ratios

No. of pages

12

File size

973 KB

Course Details

Price

• Non Print version – $4.99
• Print version – $7.99

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Course Contents

1. Review

i. A second look at derivative contracts
ii. Standard Template for Evaluating Derivatives

2. Vanilla Products

i. Options

3. Pricing Basics

i. Option Price
ii. European Option Price

4. Greeks and Binomial Trees

i. American Option Price

5. Options on Shares, Stocks, Currencies And Equities

i. Stock Options
ii. Foreign Currency Options
iii. Index Options
iv. Futures Options
v. Warrants
vi. Employee Stock Options
vii. Convertibles

6. Options On Rates

i. Bond Options
ii. Interest Rate Caps/ Floors/ Collars
iii. European Swap Options

7. Exotic Options

i. Bermuda Option
ii. Quanto Option
iii. Composite Option
iv. Digital or Binary or “All or nothing” Options
v. Barrier Options
vi. Asian Options
vii. Average Strike Options
viii. Look back Options
ix. Compound Options
x. Chooser (As you like it) Options
xi. Exchange Options
xii. Forward Start Options
xiii. Basket Options
xiv. Shout Options

8. Forward Contracts
i. Forward Price
ii. Synthetic Forward Contract
iii. Forward Rate Agreement

9. Futures

i. Futures Price
ii. Stock Index Futures
iii. Futures Contracts on Currencies
iv. Futures Contracts on Commodities
v. Interest Rate Futures

10. Swaps

i. Interest Rate Swap
ii. Currency Swap
iii. Variations to Plain Vanilla Swaps

Number of pages

26

File Size

968 KB

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Master Class: Derivative products

Course Details

Price

• Non Print version – $6.99
• Print version – $9.99

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Course Contents

Derivative Pricing

1.           Relative Pricing, Risk Neutral Probabilities and the Risk Free Rate
2.           Binomial Option Pricing
3.           Spreadsheet Implementation of the Two-Dimensional Binomial Tree

i.            European Call Option
ii.           European Put Option
iii.          American Call Option
iv.          American Put Option
v.           Capped Calls with Automatic Exercise
vi.          Down-and-out call options
vii.         Down-and-in call options

Number of pages

14

File Size

848 KB

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Options pricing with Binomial trees in Excel spreadsheets

Course Details

Price

• Non Print version – $29.99
• Print version – $39.99

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Course Contents

Demo Bank Ltd. – Sample ICAAP Credit Report
1.          Methodology

i.            Overview
ii.           Approach – Credit Risk Capital Allocation
iii.          Approach – Market Risk Capital Allocation
iv.          Approach – Interest Rate Mismatch Capital Allocation
v.           Approach – Liquidity Risk Capital Allocation
vi.          Approach – Concentration Risk Capital Allocation
vii.         Approach – Operational Risk Capital Allocation
viii.        Approach – Reputational and Legal Risk Capital Allocation
ix.          Approach – Strategic Risk Capital Allocation
x.           Approach – Other Risk Factors

2.          Risk Aggregation

i.            Credit Risk
ii.           Market Risk
iii.          Operational Risk
iv.          Liquidity Risk
v.           Interest Rate Mismatch Risk
vi.          Concentration Risk
vii.         Aggregation

3.          Credit Portfolio Review

i.            Portfolio Composition
ii.           Customer Base
iii.          Maturity
iv.          Concentration

4.          Internal Capital Adequacy

i.            Summary of Results
ii.           Credit Risk Capital Adequacy – Baseline Capital
Iii.          Credit Risk Capital Adequacy – Internal Ratings and Rating Transitions
iv.          Putting It Together – Rating Transitions and Profitability Analysis
v.           Worst Case Provisioning
vi.          Infection Ratios
vii.         Using DPD Analysis for Projections
viii.        Additional Supporting Capital Required
ix.          Best Case Provisions
x.           Transition Matrices by Industry and Amount
xi.          Rating Grade Transitions

5.          ICAAP Assumptions

i.            Model Parameter Assumptions

6.          Data Sources
Table of Figures 

Number of pages

33

File Size

1.64 MB

Course Details

Price

• Non Print version – $3.49
• Print version – $5.49

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Course Contents

1. Introduction

i. What are the different types of derivative instruments?
ii. Forward Contracts
iii. Future Contracts
iv. Options

2. Payoff Profiles

i. The Payoff profile for a forward contract
ii. Payoff profiles for Calls and Puts

3. Building Blocks and Synthetic Configurations

i. Comparing a Call with a Forward contract
ii. Comparing a Call and a Put with a Forward contract
iii. Combining a long call with a short put to create a long forward

Number of pages

14

File Size

569 KB

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Master Class: Options and derivatives crash course: Session One: Terminology

Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options

Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards

Master Class: Options and Derivatives Crash Course: Session Four: Payoff profiles – Options, Calls and Puts

Master Class: Options and Derivatives Crash Course: Session Five: Synthetics

Course Details

Price

• Non Print version – $6.99
• Print version – $9.99
• EXCEL Example – $9.79

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Course Contents

1. Pre-requisites
2. Caps and Floors

a. Cap
b. Floor
c. Cap-Floor Parity

3. Accrual Swaps

a. Method 1
b. Method 2
c. A second look at Method 1
d. A second look at Method 2

4. Range Accrual Note
5. Commodity Linked Note

Number of pages

12

File Size

826 KB

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Interest Rate Options – Pricing Caps & Floors

Course Details

Price

• Non Print version – $6.99
• Print version – $9.99
• EXCEL Example – $9.79

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Course Contents

Pricing and Valuation

1. Pricing Interest Rate Swaps (IRS)

a.           Pre-requisites
b.           Pricing Coupon Swaps or Fixed for Floating Swaps
c.           Pricing Basis Swaps or Floating for Floating Swaps

2. Pricing Cross Currency Swaps

a.           Fixed for Fixed Currency Swap
b.           Floating for Floating Currency Swap
c.           Amortizing Floating for Floating Currency Swap

Number of pages

13

File Size

750 KB

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Pricing Interest Rate Swaps – The valuation and MTM course

Course Details

Price

• Non Print version – $6.99
• Print version – $9.99
• EXCEL Example – $9.79

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Course Contents

Basics

1.           Definitions

a.      Cash flows

b.     Discounting Cash flows

c.      Spot Rates

d.     Forward Rates

e.     Short rates

f.      Yield to Maturity

g.      Term structure of interest rates

2.           Forward Rate Agreements

3.           Forward Contracts

4.           Swaps

a.      Interest Rate Swap

b.     Currency Swap

c.      Other Swaps

3.           Pricing Interest Rate Swaps – Process Defined

Modelling the Term Structure, Zero Curve and Forward Curve

1.           Defining the Par Term Structure

2.           Deriving the Zero Curve

3.           Deriving the Forward Curve

Number of pages

18

File Size

1.16 MB

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Pricing Interest Rate Swaps – The valuation and MTM course